Unit Root Testing in Multiple Smooth Break Models with Nonlinear Dynamics

DOI10.1111/JTSA.12424zbMath1402.62187OpenAlexW2887565603MaRDI QIDQ4556519

Rickard Sandberg

Publication date: 16 November 2018

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/jtsa.12424

zbMATH Keywords

nonlinear dynamicsunit rootsnonlinear trendsG7 industrial production series

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Point estimation (62F10) Economic time series analysis (91B84) Markov processes: hypothesis testing (62M02)

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